Pre-Market IV Report April 7, 2026

Pre-Market IV Report April 7, 2026

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information

Options with increasing option implied volatility: CAR DUOL ABVX AVTX CYTK MESO CAR AAOI LYFT IDYA KRRO DUOL TTD HIMS UPST CELH ENVX TOST KDK AKAM MSTY OMER AFRM AXON PINS LMNDT FTNT SYM LCID ACHC BROS DDOG DASH CRSP ZETA PZZA PTLO PYPL ANET KD PRMB CZR EXPE MELI GXO RACE CHKP VRTX ACLX ON DASH LMND

Stocks expected to have increasing option volume: AVGO GOOGL GOOG CVS CNC ELV HUM UNH MOH ELV BMNR XPOF CASY LEVI

Movement

Broadcom (AVGO) 30-day option implied volatility is at 45; compared to its 52-week range of 35 to 74. Call put ratio 1 call to 1 put into announcing expanded Google supply pact.

Tesla (TSLA) 30-day option implied volatility is at 48; compared to its 52-week range of 39 to 105. Call put ratio 1.1 calls to 1 put as share price trends lower.

Option IV into health insurers Medicare rate hike

CVS Health (CVS) 30-day option implied volatility is at 42; compared to its 52-week range of 23 to 57. Call put ratio 1.9 calls to 1 put into health insurers Medicare rate hike.

Centene (CNC) 30-day option implied volatility is at 62; compared to its 52-week range of 31 to 86. Call put ratio 1 call to 1.4 puts into health insurers Medicare rate hike.

Elevance Health (ELV) 30-day option implied volatility is at 44; compared to its 52-week range of 27 to 48. Call put ratio 1 call to 1.1 puts into health insurers Medicare rate hike.

Humana (HUM) 30-day option implied volatility is at 75; compared to its 52-week range of 29 to 95. Call put ratio 1 call to 1.6 puts into health insurers Medicare rate hike.

UnitedHealth Group (UNH) 30-day option implied volatility is at 47; compared to its 52-week range of 29 to 75. Call put ratio 1.7 calls to 1 put into health insurers Medicare rate hike.

Molina Healthcare (MOH) 30-day option implied volatility is at 65; compared to its 52-week range of 35 to 77. Call put ratio 1 call to 1 put into health insurers Medicare rate hike.

Elevance Health (ELV) 30-day option implied volatility is at 44; compared to its 52-week range of 27 to 48. Call put ratio 1 call to 1.1 puts into health insurers Medicare rate hike.

Movers

Netflix (NFLX) 30-day option implied volatility is at 43; compared to its 52-week range of 25 to 71. Call put ratio 2 calls to 1 put with a focus on April 24 weekly 100 calls.

First Solar (FSLR) 30-day option implied volatility is at 64; compared to its 52-week range of 45 to 87. Call put ratio 3.3 calls to 1 put with a focus on April calls.

Dow (DOW) 30-day option implied volatility is at 54; compared to its 52-week range of 36 to 79. Call put ratio 7.5 calls to 1 put with a focus on January 45 calls.

Kinsale Capital Group (KNSL) 30-day option implied volatility is at 44; compared to its 52-week range of 29 to 64. Call put ratio 1 call to 4.1 puts.

Clorox (CLX) 30-day option implied volatility is at 36; compared to its 52-week range of 19 to 41. Call put ratio 1 call to 1 put with a focus on April calls and puts.

CN (CNI) 30-day option implied volatility is at 27; compared to its 52-week range of 17 to 44 with a focus on a spreader of October 115 and 125 calls.

Enovix (ENVX) 30-day option implied volatility is at 108; compared to its 52-week range of 75 to 133. Call put ratio 7.5 calls to 1 put with a focus on 10K contracts of October 7 calls.

STMicroelectronics N.V. (STM) 30-day option implied volatility is at 59; compared to its 52-week range of 34 to 83. Call put ratio 9 calls to 1 put with a focus on July 50 calls.

Straddle prices into quarter results and outlook

Levi (LEVI) April 10 weekly 20 straddle is priced for a move of 11%. Call put ratio 1 call to 1.8 puts into the expected release of quarter results today.

Delta Air Lines (DAL) April 10 weekly 67 straddle is priced for a move of 7.5%. Call put ratio 1 call to 1.2 puts into the expected release of quarter results before the bell on April 8.

Options with decreasing option implied volatility: RILY LW WVE TZA SQQQ SDOW UPRO NKE TMF NKE QLD VTI BOO
Increasing unusual option volume: CNI IDYA CORN SLNO FEZ PRMB
Increasing unusual call option volume: FEZ PRMB IVZ SLNO FIGS EA SPCE EIX
Increasing unusual put option volume: HOLX SIDU WIX RXT TVTX PLAY SCO EXE AGX
Popular stocks with increasing option volume: MU INTC PLTR UAL MSTR SOFI AVGO SMCI SPCE
Active options: TSLA NVDA AAPL AMD AMZN MU META INTC NFLX MSFT GOOGL PLTR UAL MSTR SOFI BMNR MARA AVGO SMCI SPCE
Global S&P Futures lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $114.89, natural gas mixed, gold at $4671